The ONLY correct answer is no, at least not any extant bugs. They can’t get heavy enough to take fall damage, and I can explain the physics behind it in further detail if you’d like. To kill a squirrel by falling, you’d have to drop it from 4800 miles to give it enough time to STARVE to death. The heaviest bugs don’t even come close to the weight of a squirrel, so there’s no way they would take fall damage either